+403.6%
CAT vs ROIV
+232.7%
+170.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -6.6% | +1.0% | -7.5% | -6.7% |
| 3M | -13.3% | +18.3% | -31.6% | -14.7% |
| 6M | +11.6% | +18.3% | -6.7% | +9.7% |
| YTD | +42.9% | +61.0% | -18.0% | +36.5% |
| 1Y | +95.4% | +177.9% | -82.4% | +78.9% |
| 3Y | +196.6% | +199.1% | -2.5% | +167.9% |
| 5Y | +321.7% | +250.7% | +71.0% | +272.9% |
| All | +403.6% | +232.7% | +170.9% | +343.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling